As a US user:
* Open Little Snitch rules
* Select File->Create Backup
* Default filename contains forward slashes: "Little Snitch - 12/30/18.xpl"
* Default filename contains only safe characters
I suspect the / date delimiter appears because Little Snitch uses region settings, and the US region specifies a /. If so, please consider ISO-8601 dates with hyphens instead of regional dates. eg., 2018-12-30.
As an added benefit, ISO-8601 dates sort lexicographically. That is, when sorting by filename the dates also sort as oldest-to-newest because YYYY-MM-DD is ordered major-to-minor.